我就廢話不多說了，大家還是直接看程式碼吧！

# 利用sklearn自建評價函式
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_auc_score
from keras.callbacks import Callback

class RocAucEvaluation(Callback):
 def __init__(self,validation_data=(),interval=1):
 super(Callback,self).__init__()
 self.interval = interval
 self.x_val,self.y_val = validation_data
 def on_epoch_end(self,epoch,log={}):
 if epoch % self.interval == 0:
  y_pred = self.model.predict(self.x_val,verbose=0)
  score = roc_auc_score(self.y_val,y_pred)
  print('\n ROC_AUC - epoch:%d - score:%.6f \n' % (epoch+1,score))

x_train,y_train,x_label,y_label = train_test_split(train_feature,train_label,train_size=0.95,random_state=233)
RocAuc = RocAucEvaluation(validation_data=(y_train,y_label),interval=1)

hist = model.fit(x_train,batch_size=batch_size,epochs=epochs,validation_data=(y_train,callbacks=[RocAuc],verbose=2)

補充知識：keras用auc做metrics以及早停

我就廢話不多說了，大家還是直接看程式碼吧！

import tensorflow as tf
from sklearn.metrics import roc_auc_score

def auroc(y_true,y_pred):
 return tf.py_func(roc_auc_score,(y_true,y_pred),tf.double)
# Build Model...
model.compile(loss='categorical_crossentropy',optimizer='adam',metrics=['accuracy',auroc])

完整例子：

def auc(y_true,y_pred):
 auc = tf.metrics.auc(y_true,y_pred)[1]
 K.get_session().run(tf.local_variables_initializer())
 return auc

def create_model_nn(in_dim,layer_size=200):
 model = Sequential()
 model.add(Dense(layer_size,input_dim=in_dim,kernel_initializer='normal'))
 model.add(BatchNormalization())
 model.add(Activation('relu'))
 model.add(Dropout(0.3))
 for i in range(2):
 model.add(Dense(layer_size))
 model.add(BatchNormalization())
 model.add(Activation('relu'))
 model.add(Dropout(0.3))
 model.add(Dense(1,activation='sigmoid'))
 adam = optimizers.Adam(lr=0.01)
 model.compile(optimizer=adam,loss='binary_crossentropy',metrics = [auc]) 
 return model
####cv train
folds = StratifiedKFold(n_splits=5,shuffle=False,random_state=15)
oof = np.zeros(len(df_train))
predictions = np.zeros(len(df_test))
for fold_,(trn_idx,val_idx) in enumerate(folds.split(df_train.values,target2.values)):
 print("fold n°{}".format(fold_))
 X_train = df_train.iloc[trn_idx][features]
 y_train = target2.iloc[trn_idx]
 X_valid = df_train.iloc[val_idx][features]
 y_valid = target2.iloc[val_idx]
 model_nn = create_model_nn(X_train.shape[1])
 callback = EarlyStopping(monitor="val_auc",patience=50,verbose=0,mode='max')
 history = model_nn.fit(X_train,validation_data = (X_valid,y_valid),epochs=1000,batch_size=64,callbacks=[callback])
 print('\n Validation Max score : {}'.format(np.max(history.history['val_auc'])))
 predictions += model_nn.predict(df_test[features]).ravel()/folds.n_splits

以上這篇Keras 利用sklearn的ROC-AUC建立評價函式詳解就是小編分享給大家的全部內容了，希望能給大家一個參考，也希望大家多多支援我們。